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We propose a general purpose Bayesian inference algorithm for expensive likelihoods, replacing the stochastic term in the Langevin equation with a deterministic density gradient term. The particle density is evaluated from the current…

Machine Learning · Statistics 2022-10-14 Richard D. P. Grumitt , Biwei Dai , Uros Seljak

Probabilistic clustering models (or equivalently, mixture models) are basic building blocks in countless statistical models and involve latent random variables over discrete spaces. For these models, posterior inference methods can be…

Machine Learning · Statistics 2020-06-24 Ari Pakman , Yueqi Wang , Catalin Mitelut , JinHyung Lee , Liam Paninski

Likelihood-free inference (LFI) methods, such as approximate Bayesian computation, have become commonplace for conducting inference in complex models. Many approaches are based on summary statistics or discrepancies derived from synthetic…

Methodology · Statistics 2025-06-06 David T. Frazier , Christopher Drovandi , Lucas Kock , David J. Nott

We present a machine learning based approach for real-time monitoring of particle detectors. The proposed strategy evaluates the compatibility between incoming batches of experimental data and a reference sample representing the data…

High Energy Physics - Experiment · Physics 2023-03-13 Gaia Grosso , Nicolò Lai , Marco Letizia , Jacopo Pazzini , Marco Rando , Andrea Wulzer , Marco Zanetti

Motivated by data-rich experiments in transcriptional regulation and sensory neuroscience, we consider the following general problem in statistical inference. When exposed to a high-dimensional signal S, a system of interest computes a…

Quantitative Methods · Quantitative Biology 2013-12-16 Justin B. Kinney , Gurinder S. Atwal

The observation and description of collective excitations in solids is a fundamental issue when seeking to understand the physics of a many-body system. Analysis of these excitations is usually carried out by measuring the dynamical…

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

Machine Learning · Statistics 2019-05-21 Jan-Matthis Lueckmann , Giacomo Bassetto , Theofanis Karaletsos , Jakob H. Macke

Current models of galaxy evolution are constrained by the analysis of catalogs containing the flux and size of galaxies extracted from multiband deep fields carrying inevitable observational and extraction-related biases which can be highly…

Astrophysics of Galaxies · Physics 2022-08-30 Florian Livet , Tom Charnock , Damien Le Borgne , Valérie de Lapparent

For many small-signal particle physics analyses, Wilks' theorem, a simplifying assumption that presumes log-likelihood asymptotic normality, does not hold. The most common alternative approach applied in particle physics is a highly…

High Energy Physics - Experiment · Physics 2025-01-16 Joshua Villarreal , John M. Hardin , Janet M. Conrad

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

Artificial Intelligence · Computer Science 2013-03-26 Gerhard Paass

Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over…

Methodology · Statistics 2022-02-21 Umberto Picchini , Umberto Simola , Jukka Corander

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-10 A. Spurio Mancini , M. M. Docherty , M. A. Price , J. D. McEwen

We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control…

Normalizing flows (NFs) have become a prominent method for deep generative models that allow for an analytic probability density estimation and efficient synthesis. However, a flow-based network is considered to be inefficient in parameter…

Machine Learning · Computer Science 2020-10-26 Sang-gil Lee , Sungwon Kim , Sungroh Yoon

Incorporating computational fluid dynamics in the design process of jets, spacecraft, or gas turbine engines is often challenged by the required computational resources and simulation time, which depend on the chosen physics-based…

Computational Physics · Physics 2019-12-09 Cristina White , Daniela Ushizima , Charbel Farhat

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

Statistics Theory · Mathematics 2009-09-29 Moulinath Banerjee

Likelihood ratios are used for a variety of applications in particle physics data analysis, including parameter estimation, unfolding, and anomaly detection. When the data are high-dimensional, neural networks provide an effective tools for…

High Energy Physics - Phenomenology · Physics 2025-03-27 Fernando Torales Acosta , Tanvi Wamorkar , Vinicius Mikuni , Benjamin Nachman

The phenomenology of massive neutrinos -- flavour mixing in the lepton sector causing oscillations between different neutrino-types along their propagation over macroscopic distances in vacuum -- aims at relating observable quantities…

High Energy Physics - Phenomenology · Physics 2020-12-11 Winfried A. Mitaroff

We investigate the use of diffusion models as neural density estimators. The current approach to this problem involves converting the generative process to a smooth flow, known as the Probability Flow ODE. The log density at a given sample…

Machine Learning · Computer Science 2024-10-10 Akhil Premkumar
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